SXRV.DE vs. CSSX5E.MI
SXRV.DE (iShares NASDAQ 100 UCITS ETF USD (Acc)) and CSSX5E.MI (iShares Core EURO STOXX 50 ETF EUR Acc) are both exchange-traded funds - SXRV.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index, while CSSX5E.MI is a Europe Equities fund tracking the EURO STOXX® 50. Both are passively managed. Over the past 10 years, SXRV.DE returned 21.24%/yr vs 10.48%/yr for CSSX5E.MI. A 0.57 correlation means they provide meaningful diversification when combined. SXRV.DE charges 0.36%/yr vs 0.10%/yr for CSSX5E.MI.
Performance
SXRV.DE vs. CSSX5E.MI - Performance Comparison
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Returns By Period
In the year-to-date period, SXRV.DE achieves a 20.57% return, which is significantly higher than CSSX5E.MI's 7.01% return. Over the past 10 years, SXRV.DE has outperformed CSSX5E.MI with an annualized return of 21.24%, while CSSX5E.MI has yielded a comparatively lower 10.48% annualized return.
SXRV.DE
- 1D
- -0.83%
- 1M
- 7.99%
- YTD
- 20.57%
- 6M
- 18.73%
- 1Y
- 37.06%
- 3Y*
- 24.53%
- 5Y*
- 18.67%
- 10Y*
- 21.24%
CSSX5E.MI
- 1D
- 0.81%
- 1M
- 1.89%
- YTD
- 7.01%
- 6M
- 8.61%
- 1Y
- 15.65%
- 3Y*
- 15.61%
- 5Y*
- 11.51%
- 10Y*
- 10.48%
SXRV.DE vs. CSSX5E.MI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SXRV.DE iShares NASDAQ 100 UCITS ETF USD (Acc) | 20.57% | 6.98% | 33.55% | 51.19% | -30.05% | 39.34% | 34.48% | 42.90% | 3.03% | 15.81% |
CSSX5E.MI iShares Core EURO STOXX 50 ETF EUR Acc | 7.01% | 23.04% | 10.93% | 22.79% | -9.22% | 23.62% | -2.24% | 29.02% | -11.96% | 9.95% |
Correlation
The correlation between SXRV.DE and CSSX5E.MI is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.57 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.52 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.59 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since May 10, 2010 | 0.57 |
The correlation between SXRV.DE and CSSX5E.MI has been stable across timeframes, ranging from 0.52 to 0.60 - a consistent structural relationship.
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Return for Risk
SXRV.DE vs. CSSX5E.MI — Risk / Return Rank
SXRV.DE
CSSX5E.MI
SXRV.DE vs. CSSX5E.MI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) and iShares Core EURO STOXX 50 ETF EUR Acc (CSSX5E.MI). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| SXRV.DE | CSSX5E.MI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.41 | ||
| Sortino ratioReturn per unit of downside risk | +1.64 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.19 | +0.24 |
| Calmar ratioReturn relative to maximum drawdown | 3.75 | 1.46 | +2.29 |
| Martin ratioReturn relative to average drawdown | 11.16 | 4.91 | +6.25 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SXRV.DE | CSSX5E.MI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.40 | 0.99 | +1.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | 0.65 | +0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.07 | 0.57 | +0.51 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.91 | 0.41 | +0.49 |
Drawdowns
SXRV.DE vs. CSSX5E.MI - Drawdown Comparison
The maximum SXRV.DE drawdown since its inception was -32.80%, smaller than the maximum CSSX5E.MI drawdown of -38.50%. Use the drawdown chart below to compare losses from any high point for SXRV.DE and CSSX5E.MI.
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Drawdown Indicators
| SXRV.DE | CSSX5E.MI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.80% | -38.50% | +5.70% |
Max Drawdown (1Y)Largest decline over 1 year | -10.03% | -10.81% | +0.78% |
Max Drawdown (3Y)Largest decline over 3 years | -26.69% | -16.36% | -10.33% |
Max Drawdown (5Y)Largest decline over 5 years | -31.33% | -23.56% | -7.77% |
Max Drawdown (10Y)Largest decline over 10 years | -31.33% | -38.50% | +7.17% |
Current DrawdownCurrent decline from peak | -0.83% | -0.44% | -0.39% |
Average DrawdownAverage peak-to-trough decline | -6.56% | -7.27% | +0.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.38% | 3.21% | +0.17% |
Volatility
SXRV.DE vs. CSSX5E.MI - Volatility Comparison
The current volatility for iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) is 4.26%, while iShares Core EURO STOXX 50 ETF EUR Acc (CSSX5E.MI) has a volatility of 4.92%. This indicates that SXRV.DE experiences smaller price fluctuations and is considered to be less risky than CSSX5E.MI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SXRV.DE | CSSX5E.MI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.26% | 4.92% | -0.66% |
Volatility (6M)Calculated over the trailing 6-month period | 10.98% | 12.90% | -1.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.67% | 15.91% | -0.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.84% | 17.52% | +2.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.65% | 18.32% | +1.33% |
SXRV.DE vs. CSSX5E.MI - Expense Ratio Comparison
SXRV.DE has a 0.36% expense ratio, which is higher than CSSX5E.MI's 0.10% expense ratio.
Dividends
SXRV.DE vs. CSSX5E.MI - Dividend Comparison
Neither SXRV.DE nor CSSX5E.MI has paid dividends to shareholders.
Frequently Asked Questions
SXRV.DE and CSSX5E.MI have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CSSX5E.MI is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CSSX5E.MI is cheaper with a 0.10% expense ratio, compared with 0.36% for SXRV.DE.
SXRV.DE is categorized as Nasdaq-100, while CSSX5E.MI is Europe Equities. SXRV.DE tracks NASDAQ-100 Index, while CSSX5E.MI tracks EURO STOXX® 50. Their fees differ too: 0.36% for SXRV.DE and 0.10% for CSSX5E.MI.
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